On the impact of disproportional samples in credit scoring models: An application to a Brazilian bank data

Statistical methods have been widely employed to assess the capabilities of credit scoring classification models in order to reduce the risk of wrong decisions when granting credit facilities to clients. The predictive quality of a classification model can be evaluated based on measures such as sensitivity, specificity, predictive values, accuracy, correlation coefficients and information theoretical measures, such as relative entropy and mutual information. In this paper we analyze the performance of a naive logistic regression model (Hosmer & Lemeshow, 1989) and a logistic regression with state-dependent sample selection model (Cramer, 2004) applied to simulated data. Also, as a case study, the methodology is illustrated on a data set extracted from a Brazilian bank portfolio. Our simulation results so far revealed that there is no statistically significant difference in terms of predictive capacity between the naive logistic regression models and the logistic regression with state-dependent sample selection models. However, there is strong difference between the distributions of the estimated default probabilities from these two statistical modeling techniques, with the naive logistic regression models always underestimating such probabilities, particularly in the presence of balanced samples. (C) 2012 Elsevier Ltd. All rights reserved.

Degree of multicollinearity and variables involved in linear dependence in additive-dominant models

The objective of this work was to assess the degree of multicollinearity and to identify the variables involved in linear dependence relations in additive-dominant models. Data of birth weight (n=141,567), yearling weight (n=58,124), and scrotal circumference (n=20,371) of Montana Tropical composite cattle were used. Diagnosis of multicollinearity was based on the variance inflation factor (VIF) and on the evaluation of the condition indexes and eigenvalues from the correlation matrix among explanatory variables. The first model studied (RM) included the fixed effect of dam age class at calving and the covariates associated to the direct and maternal additive and non-additive effects. The second model (R) included all the effects of the RM model except the maternal additive effects. Multicollinearity was detected in both models for all traits considered, with VIF values of 1.03 - 70.20 for RM and 1.03 - 60.70 for R. Collinearity increased with the increase of variables in the model and the decrease in the number of observations, and it was classified as weak, with condition index values between 10.00 and 26.77. In general, the variables associated with additive and non-additive effects were involved in multicollinearity, partially due to the natural connection between these covariables as fractions of the biological types in breed composition.

Bovine Teeth in Age Assessment, from Medieval Cattle to Belgian Blue : Methodology, Possibilities and Limitations

The overall aim of the present thesis was to develop and characterise an age assessment method based on incremental lines in dental cementum using contemporary bovine teeth and teeth from archaeological faunal assemblages. The investigations also included two other age assessment methods: tooth wear pattern and macroscopic dental measurements. The first permanent mandibular molar and lower jaws from 70 contemporary cattle of known age and 170 archaeological molar sets from ten different Swedish archaeological sites were used. The following conclusions were drawn: • The number of incremental lines in the dental cementum varied between different parts of the tooth root as well as within one and the same individual. The results from contemporary cattle of known age showed a strong relationship between age and incremental lines in the cementum of the distal part of the mesial root (R2=65.5%) and the known ages of the animals. • With the “best” model variation in age could be explained to 65.5% (R2) by the number of incremental lines. Thus, the remaining age variation (approximately 35%) could not be explained by these lines. Other factors than must thus be responsible. However, with the exception of calves born the present material did not reveal any such significant relationship. • The results from cattle of known age indicate that the method of assessing age on the basis of cemental incremental lines is more reliable than other methods such as tooth wear or tooth measurements. However, by combining counting incremental lines and one variable assessing tooth dimension (tooth height) a slightly stronger relationship could be obtained (R2=74.5%). The results from age assessment of the medieval and post-Reformation cattle emphasize the importance of supplementing any age estimation of archaeological assemblages based on dental indicators with characteristics for the particular assessment model. Furthermore, conclusions based on age assessment with such models can not be drawn with any more detailed time scale than about 2 years leaving at best only 25% (R2) of factors influencing the dental indicator(s) utilized in the model unexplained. The accuracy of the age assessment required by the particular historical context in which the archaeological remains are found should thus decide what level of accuracy should be chosen.

Evaluation of Silver European EEL (anguilla anguilla) for the implementation of an Effective EEL Management plan in Mediterranean Coastal Lagoons

This thesis presents SEELF (Sustainable EEL fishery) Index, a methodology for evaluation of European eel (Anguilla anguilla) for the implementation of an effective Eel Management Plan, as defined by EU Regulation No.1100/2007. SEELF uses internal and external indices, age and blood parameters, and selects suitable specimen for restocking; it is also a reliable tool for eel stock management. In fact, SEELF Index, was developed in two versions: SEELF A, to be used in field operations (catch&release, eel status monitoring) and SEELF B to be used for quality control (food production) and research (eel status monitoring). Health status was evaluated also by biomarker analysis (ChE), and data were compared with age of eel. Age determination was performed with otolith reading and fish scale reading and a calibration between the two methods was possible. The study area was the Comacchio lagoon, a brackish coastal lagoon in Italy, well known as an example of suitable environment for eel fishery, where the capability to use the local natural resources has long been a key factor for a successful fishery management. Comacchio lagoon is proposed as an area where an effective EMP can be performed, in agreement with the main features (management of basins, reduction of mortality due to predators,etc.) highlighted for designation of European Restocking Area (ERA). The ERA is a new concept, proposed as a pillar of a new strategy on eel management and conservation. Furthermore, the features of ERAs can be useful in the framework of European Scale Eel Management Plan (ESEMP), proposed as a European scale implementation of EMP, providing a more effectiveness of conservation measures for eel management.

Biomolecular studies in Alzheimer’s Disease models: investigations in vitro and in vivo

The Alzheimer’s disease (AD), the most prevalent form of age-related dementia, is a multifactorial and heterogeneous neurodegenerative disease. The molecular mechanisms underlying the pathogenesis of AD are yet largely unknown. However, the etiopathogenesis of AD likely resides in the interaction between genetic and environmental risk factors. Among the different factors that contribute to the pathogenesis of AD, amyloid-beta peptides and the genetic risk factor apoE4 are prominent on the basis of genetic evidence and experimental data. ApoE4 transgenic mice have deficits in spatial learning and memory associated with inflammation and brain atrophy. Evidences suggest that apoE4 is implicated in amyloid-beta accumulation, imbalance of cellular antioxidant system and in apoptotic phenomena. The mechanisms by which apoE4 interacts with other AD risk factors leading to an increased susceptibility to the dementia are still unknown. The aim of this research was to provide new insights into molecular mechanisms of AD neurodegeneration, investigating the effect of amyloid-beta peptides and apoE4 genotype on the modulation of genes and proteins differently involved in cellular processes related to aging and oxidative balance such as PIN1, SIRT1, PSEN1, BDNF, TRX1 and GRX1. In particular, we used human neuroblastoma cells exposed to amyloid-beta or apoE3 and apoE4 proteins at different time-points, and selected brain regions of human apoE3 and apoE4 targeted replacement mice, as in vitro and in vivo models, respectively. All genes and proteins studied in the present investigation are modulated by amyloid-beta and apoE4 in different ways, suggesting their involvement in the neurodegenerative mechanisms underlying the AD. Finally, these proteins might represent novel potential diagnostic and therapeutic targets in AD.

Temperature Variation Aware Energy Optimization in Heterogeneous MPSoCs

Thermal effects are rapidly gaining importance in nanometer heterogeneous integrated systems. Increased power density, coupled with spatio-temporal variability of chip workload, cause lateral and vertical temperature non-uniformities (variations) in the chip structure. The assumption of an uniform temperature for a large circuit leads to inaccurate determination of key design parameters. To improve design quality, we need precise estimation of temperature at detailed spatial resolution which is very computationally intensive. Consequently, thermal analysis of the designs needs to be done at multiple levels of granularity. To further investigate the flow of chip/package thermal analysis we exploit the Intel Single Chip Cloud Computer (SCC) and propose a methodology for calibration of SCC on-die temperature sensors. We also develop an infrastructure for online monitoring of SCC temperature sensor readings and SCC power consumption. Having the thermal simulation tool in hand, we propose MiMAPT, an approach for analyzing delay, power and temperature in digital integrated circuits. MiMAPT integrates seamlessly into industrial Front-end and Back-end chip design flows. It accounts for temperature non-uniformities and self-heating while performing analysis. Furthermore, we extend the temperature variation aware analysis of designs to 3D MPSoCs with Wide-I/O DRAM. We improve the DRAM refresh power by considering the lateral and vertical temperature variations in the 3D structure and adapting the per-DRAM-bank refresh period accordingly. We develop an advanced virtual platform which models the performance, power, and thermal behavior of a 3D-integrated MPSoC with Wide-I/O DRAMs in detail. Moving towards real-world multi-core heterogeneous SoC designs, a reconfigurable heterogeneous platform (ZYNQ) is exploited to further study the performance and energy efficiency of various CPU-accelerator data sharing methods in heterogeneous hardware architectures. A complete hardware accelerator featuring clusters of OpenRISC CPUs, with dynamic address remapping capability is built and verified on a real hardware.

Effect of fluid resuscitation on mortality and organ function in experimental sepsis models

Introduction Several recent studies have shown that a positive fluid balance in critical illness is associated with worse outcome. We tested the effects of moderate vs. high-volume resuscitation strategies on mortality, systemic and regional blood flows, mitochondrial respiration, and organ function in two experimental sepsis models. Methods 48 pigs were randomized to continuous endotoxin infusion, fecal peritonitis, and a control group (n = 16 each), and each group further to two different basal rates of volume supply for 24 hours [moderate-volume (10 ml/kg/h, Ringer's lactate, n = 8); high-volume (15 + 5 ml/kg/h, Ringer's lactate and hydroxyethyl starch (HES), n = 8)], both supplemented by additional volume boli, as guided by urinary output, filling pressures, and responses in stroke volume. Systemic and regional hemodynamics were measured and tissue specimens taken for mitochondrial function assessment and histological analysis. Results Mortality in high-volume groups was 87% (peritonitis), 75% (endotoxemia), and 13% (controls). In moderate-volume groups mortality was 50% (peritonitis), 13% (endotoxemia) and 0% (controls). Both septic groups became hyperdynamic. While neither sepsis nor volume resuscitation strategy was associated with altered hepatic or muscle mitochondrial complex I- and II-dependent respiration, non-survivors had lower hepatic complex II-dependent respiratory control ratios (2.6 +/- 0.7, vs. 3.3 +/- 0.9 in survivors; P = 0.01). Histology revealed moderate damage in all organs, colloid plaques in lung tissue of high-volume groups, and severe kidney damage in endotoxin high-volume animals. Conclusions High-volume resuscitation including HES in experimental peritonitis and endotoxemia increased mortality despite better initial hemodynamic stability. This suggests that the strategy of early fluid management influences outcome in sepsis. The high mortality was not associated with reduced mitochondrial complex I- or II-dependent muscle and hepatic respiration.

Multifactor effects and evidence of potential interaction between complement factor H Y402H and LOC387715 A69S in age-related macular degeneration.

BACKGROUND: Variants in the complement cascade genes and the LOC387715/HTRA1, have been widely reported to associate with age-related macular degeneration (AMD), the most common cause of visual impairment in industrialized countries. METHODS/PRINCIPAL FINDINGS: We investigated the association between the LOC387715 A69S and complement component C3 R102G risk alleles in the Finnish case-control material and found a significant association with both variants (OR 2.98, p = 3.75 x 10(-9); non-AMD controls and OR 2.79, p = 2.78 x 10(-19), blood donor controls and OR 1.83, p = 0.008; non-AMD controls and OR 1.39, p = 0.039; blood donor controls), respectively. Previously, we have shown a strong association between complement factor H (CFH) Y402H and AMD in the Finnish population. A carrier of at least one risk allele in each of the three susceptibility loci (LOC387715, C3, CFH) had an 18-fold risk of AMD when compared to a non-carrier homozygote in all three loci. A tentative gene-gene interaction between the two major AMD-associated loci, LOC387715 and CFH, was found in this study using a multiplicative (logistic regression) model, a synergy index (departure-from-additivity model) and the mutual information method (MI), suggesting that a common causative pathway may exist for these genes. Smoking (ever vs. never) exerted an extra risk for AMD, but somewhat surprisingly, only in connection with other factors such as sex and the C3 genotype. Population attributable risks (PAR) for the CFH, LOC387715 and C3 variants were 58.2%, 51.4% and 5.8%, respectively, the summary PAR for the three variants being 65.4%. CONCLUSIONS/SIGNIFICANCE: Evidence for gene-gene interaction between two major AMD associated loci CFH and LOC387715 was obtained using three methods, logistic regression, a synergy index and the mutual information (MI) index.

An application of combinatorial optimization in the printing industry

Offset printing is a common method to produce large amounts of printed matter. We consider a real-world offset printing process that is used to imprint customer-specific designs on napkin pouches. The print- ing technology used yields a number of specific constraints. The planning problem consists of allocating designs to printing-plate slots such that the given customer demand for each design is fulfilled, all technologi- cal and organizational constraints are met and the total overproduction and setup costs are minimized. We formulate this planning problem as a mixed-binary linear program, and we develop a multi-pass matching-based savings heuristic. We report computational results for a set of problem instances devised from real-world data.

Observed management practices in relation to the risk of infection with paratuberculosis and to the spread of Mycobacterium avium subsp. paratuberculosis in Swiss dairy and beef herds

Abstract BACKGROUND: Many studies have been conducted to define risk factors for the transmission of bovine paratuberculosis, mostly in countries with large herds. Little is known about the epidemiology in infected Swiss herds and risk factors important for transmission in smaller herds. Therefore, the presence of known factors which might favor the spread of paratuberculosis and could be related to the prevalence at animal level of fecal shedding of Mycobacterium avium subsp. paratuberculosis were assessed in 17 infected herds (10 dairy, 7 beef). Additionally, the level of knowledge of herd managers about the disease was assessed. In a case-control study with 4 matched negative control herds per infected herd, the association of potential risk factors with the infection status of the herd was investigated. RESULTS: Exposure of the young stock to feces of older animals was frequently observed in infected and in control herds. The farmers' knowledge about paratuberculosis was very limited, even in infected herds. An overall prevalence at animal level of fecal shedding of Mycobacterium avium subsp. paratuberculosis of 6.1% was found in infected herds, whereby shedders younger than 2 years of age were found in 46.2% of the herds where the young stock was available for testing. Several factors related to contamination of the heifer area with cows' feces and the management of the calving area were found to be significantly associated with the within-herd prevalence. Animal purchase was associated with a positive herd infection status (OR = 7.25, p = 0.004). CONCLUSIONS: Numerous risk factors favoring the spread of Mycobacterium avium subsp. paratuberculosis from adult animals to the young stock were observed in infected Swiss dairy and beef herds, which may be amenable to improvement in order to control the disease. Important factors were contamination of the heifer and the calving area, which were associated with higher within-herd prevalence of fecal shedding. The awareness of farmers of paratuberculosis was very low, even in infected herds. Animal purchase in a herd was significantly associated with the probability of a herd to be infected and is thus the most important factor for the control of the spread of disease between farms.

Analysing the Impact of Consumer Tendency in HORECA Distribution Models

With increasing complexity of today's consumer requirements, food industry decision makers should be able to respond to consumer needs much faster than ever before. The preliminary studies showed that for improving the performance and selecting suitable distribution models, decision makers in food industries should classify different types of consumers and based on the classification prepare different distributions flows. By studying the HORECA distribution channel, this paper suggest that, logistics decision makers should investigate the relationship between consumers' characteristics and urban freight distribution strategy in order to respond to the exact needs and in the follow to reduce the logistics cost.

Patterns of variance in stage-structured populations: Evolutionary predictions and ecological implications

Variability in population growth rate is thought to have negative consequences for organism fitness. Theory for matrix population models predicts that variance in population growth rate should be the sum of the variance in each matrix entry times the squared sensitivity term for that matrix entry. I analyzed the stage-specific demography of 30 field populations from 17 published studies for pattern between the variance of a demographic term and its contribution to population growth. There were no instances in which a matrix entry both was highly variable and had a large effect on population growth rate; instead, correlations between estimates of temporal variance in a term and contribution to population growth (sensitivity or elasticity) were overwhelmingly negative. In addition, survivorship or growth sensitivities or elasticities always exceeded those of fecundity, implying that the former two terms always contributed more to population growth rate. These results suggest that variable life history stages tend to contribute relatively little to population growth rates because natural selection may alter life histories to minimize stages with both high sensitivity and high variation.

An analysis of changing management roles in small Australian services exporters in response to the stages in industry development

Life cycle models have become important in explaining the changing size structure of firms based on the carrying capacity of regions or industries. In particular, the population ecology model predicts stages of growth, maturity and eventually decline in the number of firms in an industry. There has been criticism of such models because of their focus on external variables as pre-determinants of the potential for enterprise development. This paper attempts to reconcile the external focus of the population ecology model with relevant internal management factors in enterprise development. A survey was conducted of Australian services exporters, and the results not only confirm the existence of four separate life cycle stages in the population ecology model, but also identify the external and internal variables that are strategically relevant at each of the stages. The findings provide potentially useful information in a range of contexts including the design of small business assistance as well a providing “guide posts” to entrepreneurs engaged in enterprise development.

Role of oxidative stress in age-associated chronic kidney pathologies

The kidneys exhibit age-associated deterioration in function via a loss of 20% to 25% kidney mass, particularly from the renal cortex and increased fibrosis. Oxidative stress has been found to mediate age-associated renal cell injury and cell death, particularly apoptosis. Oxidative stress results from an imbalance between the levels of free radicals generated during aerobic metabolism, inflammation, and infection and the safe breakdown of these species by endogenous and exogenous scavengers. Other factors may influence these pathologies. For example, growth hormone and caloric restriction have been shown to influence life span, although neither method of prolonging life is likely to find general acceptance in humans. Some genetic knockout models offer promise; for example, knockout of the p66 isoform of the Shc gene in mice increases life span by 30%, but appetite, size, and fertility are retained. Whether the increase in life span is via increased kidney health is not yet clear, but decreasing the age-related renal pathologies will no doubt aid in increasing life span and health in general. This review looks at the role and modulation of factors that influence life span, in particular modulation of oxidative stress, with particular relevance to age-related renal pathologies. (C) 2005 by the National Kidney Foundation, Inc.